How to add Blog link/Category

You should just need to create a new page, and add it to your custom menu. (admin pane -> appearance -> menus)

Oops sorry i was not too explicit; what i mean is that how do create a Blog within my WordPress blog and be able to add content to it like in this link: https://pexeto.com/anthology_wp/blog/

Still not quite sure I understand.

But, your blog page keeps an ongoing list of your posts. Each post and page is static, in that the content doesn’t change much. The blog page, however, is very dynamic and shows an excerpt of each post you create.

Am I getting warmer?

Ok Josh…
When you go to https://pexeto.com/anthology/ they have the main Navigation on top with different menus right, and a Blog menu with blog content in it. What i want to know is that how do you achieve or create that Blog page.

That blog page is the home page of the website. The blog page is designed to show excerpts from each post you create.

Every other menu item is a page. These are created in the admin menu by adding a page. Then, a custom menu displays these pages in a menu form.

The “blog” menu item is a link to the “home” page.

I know it’s confusing. As you create posts, they automatically get displayed on your “home” page, in this case he named it “blog”.

What is your website URL and I’ll try to explain it in terms of your website.

Well explained Josh.
I don’t have a demo URL currently, but i do loads of corporate sites where they normally ask me to have a Blog/News page within the wordpress site, so i didn’t know how to achieve this. So what i normally will do is to create categories.